q-exchangeability via quasi-invariance
Gnedin, Alexander ; Olshanski, Grigori
Ann. Probab., Tome 38 (2010) no. 1, p. 2103-2135 / Harvested from Project Euclid
For positive q ≠ 1, the q-exchangeability of an infinite random word is introduced as quasi-invariance under permutations of letters, with a special cocycle which accounts for inversions in the word. This framework allows us to extend the q-analog of de Finetti’s theorem for binary sequences—see Gnedin and Olshanski [Electron. J. Combin. 16 (2009) R78]—to general real-valued sequences. In contrast to the classical case of exchangeability (q = 1), the order on ℝ plays a significant role for the q-analogs. An explicit construction of ergodic q-exchangeable measures involves random shuffling of ℕ = {1, 2, …} by iteration of the geometric choice. Connections are established with transient Markov chains on q-Pascal pyramids and invariant random flags over the Galois fields.
Publié le : 2010-11-15
Classification:  q-exchangeability,  ergodic decomposition,  Mallows distribution,  60G09,  60C05,  37A50
@article{1285334202,
     author = {Gnedin, Alexander and Olshanski, Grigori},
     title = {q-exchangeability via quasi-invariance},
     journal = {Ann. Probab.},
     volume = {38},
     number = {1},
     year = {2010},
     pages = { 2103-2135},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1285334202}
}
Gnedin, Alexander; Olshanski, Grigori. q-exchangeability via quasi-invariance. Ann. Probab., Tome 38 (2010) no. 1, pp.  2103-2135. http://gdmltest.u-ga.fr/item/1285334202/